#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Instruments/Forward.h>
#pragma unmanaged 
#include <ql\instruments\fixedratebondforward.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Times;
using namespace Cephei::QL::Instruments::Bonds;
using namespace Cephei::QL::Termstructures;
using namespace Cephei::QL;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Instruments {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IFixedRateBondForward
	public ref class CFixedRateBondForward : 
            public CForward,
            public Cephei::QL::Instruments::IFixedRateBondForward
	{
	protected: 
		boost::shared_ptr<QuantLib::FixedRateBondForward>* _ppFixedRateBondForward;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FixedRateBondForward>* _phFixedRateBondForward;
#endif
		Object^ _FixedRateBondForwardOwner;     // reference to object that manages the storage for this object
	internal:
		CFixedRateBondForward (DateTime valueDate, DateTime maturityDate, QL::Position::TypeEnum type, Double strike, UInt32 settlementDays, Cephei::QL::Times::IDayCounter^ dayCounter, Cephei::QL::Times::ICalendar^ calendar, QL::Times::BusinessDayConventionEnum businessDayConvention, Cephei::QL::Instruments::Bonds::IFixedRateBond^ fixedCouponBond, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::IYieldTermStructure^>^ discountCurve, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::IYieldTermStructure^>^ incomeDiscountCurve, Cephei::QL::IPricingEngine^ QL_Pricer);
        CFixedRateBondForward (boost::shared_ptr<QuantLib::FixedRateBondForward>& childNative, Object^ owner);
        CFixedRateBondForward (QuantLib::FixedRateBondForward& childNative, Object^ owner);
        CFixedRateBondForward (CFixedRateBondForward^ copy);
        CFixedRateBondForward (System::Type^ t);
#ifdef STRUCT
        CFixedRateBondForward (QuantLib::FixedRateBondForward childNative);
#endif       
#ifdef HANDLE
		CFixedRateBondForward (QuantLib::Handle<QuantLib::FixedRateBondForward>& childNative, Object^ owner);
		CFixedRateBondForward (QuantLib::Handle<QuantLib::FixedRateBondForward> childNative);
#endif
		virtual ~CFixedRateBondForward ();
		!CFixedRateBondForward ();

	internal:
		QuantLib::FixedRateBondForward& GetReference ();
		boost::shared_ptr<QuantLib::FixedRateBondForward>& GetShared ();
		QuantLib::FixedRateBondForward* GetPointer ();
        void SetFixedRateBondForward (boost::shared_ptr<QuantLib::FixedRateBondForward> native)
        {
            if (_ppFixedRateBondForward != NULL)
                delete _ppFixedRateBondForward;
            _ppFixedRateBondForward = new boost::shared_ptr<QuantLib::FixedRateBondForward> (native);
            SetForward (boost::dynamic_pointer_cast<QuantLib::Forward> (*_ppFixedRateBondForward));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FixedRateBondForward>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Double CleanForwardPrice 
        {
		    virtual Double get () ;
        }
        property Double ForwardPrice 
        {
		    virtual Double get () ;
        }
		virtual Double SpotIncome (Cephei::QL::Termstructures::IYieldTermStructure^ incomeDiscountCurve) ;
        property Double SpotValue 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CFixedRateBondForward_Factory : public System::MarshalByRefObject,  public IFixedRateBondForward_Factory
	{
	public:
        virtual IFixedRateBondForward^ Create (DateTime valueDate, DateTime maturityDate, QL::Position::TypeEnum type, Double strike, UInt32 settlementDays, Cephei::QL::Times::IDayCounter^ dayCounter, Cephei::QL::Times::ICalendar^ calendar, QL::Times::BusinessDayConventionEnum businessDayConvention, Cephei::QL::Instruments::Bonds::IFixedRateBond^ fixedCouponBond, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::IYieldTermStructure^>^ discountCurve, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::IYieldTermStructure^>^ incomeDiscountCurve, Cephei::QL::IPricingEngine^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Instruments */}
